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Improved std::complex sqrt and rsqrt.

Browse Source 
Replaces `std::sqrt` with `complex_sqrt` for all platforms (previously
`complex_sqrt` was only used for CUDA and MSVC), and implements
custom `complex_rsqrt`.

Also introduces `numext::rsqrt` to simplify implementation, and modified
`numext::hypot` to adhere to IEEE IEC 6059 for special cases.

The `complex_sqrt` and `complex_rsqrt` implementations were found to be
significantly faster than `std::sqrt<std::complex<T>>` and
`1/numext::sqrt<std::complex<T>>`.

Benchmark file attached.
```
GCC 10, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           9.21 ns         9.21 ns     73225448
BM_StdSqrt<std::complex<float>>        17.1 ns         17.1 ns     40966545
BM_Sqrt<std::complex<double>>          8.53 ns         8.53 ns     81111062
BM_StdSqrt<std::complex<double>>       21.5 ns         21.5 ns     32757248
BM_Rsqrt<std::complex<float>>          10.3 ns         10.3 ns     68047474
BM_DivSqrt<std::complex<float>>        16.3 ns         16.3 ns     42770127
BM_Rsqrt<std::complex<double>>         11.3 ns         11.3 ns     61322028
BM_DivSqrt<std::complex<double>>       16.5 ns         16.5 ns     42200711

Clang 11, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           7.46 ns         7.45 ns     90742042
BM_StdSqrt<std::complex<float>>        16.6 ns         16.6 ns     42369878
BM_Sqrt<std::complex<double>>          8.49 ns         8.49 ns     81629030
BM_StdSqrt<std::complex<double>>       21.8 ns         21.7 ns     31809588
BM_Rsqrt<std::complex<float>>          8.39 ns         8.39 ns     82933666
BM_DivSqrt<std::complex<float>>        14.4 ns         14.4 ns     48638676
BM_Rsqrt<std::complex<double>>         9.83 ns         9.82 ns     70068956
BM_DivSqrt<std::complex<double>>       15.7 ns         15.7 ns     44487798

Clang 9, Pixel 2, aarch64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           24.2 ns         24.1 ns     28616031
BM_StdSqrt<std::complex<float>>         104 ns          103 ns      6826926
BM_Sqrt<std::complex<double>>          31.8 ns         31.8 ns     22157591
BM_StdSqrt<std::complex<double>>        128 ns          128 ns      5437375
BM_Rsqrt<std::complex<float>>          31.9 ns         31.8 ns     22384383
BM_DivSqrt<std::complex<float>>        99.2 ns         98.9 ns      7250438
BM_Rsqrt<std::complex<double>>         46.0 ns         45.8 ns     15338689
BM_DivSqrt<std::complex<double>>        119 ns          119 ns      5898944
```
This commit is contained in:
Antonio Sanchez
2021-01-16 10:22:07 -08:00
parent 21a8a2487c
commit bde6741641
8 changed files with 357 additions and 82 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
Eigen/src/Core/arch/CUDA/Complex.h
View File

@@ -94,19 +94,6 @@ template<typename T> struct scalar_quotient_op<const std::complex<T>, const std:
template<typename T> struct scalar_quotient_op<std::complex<T>, std::complex<T> > : scalar_quotient_op<const std::complex<T>, const std::complex<T> > {};
// Complex sqrt is already specialized on Windows.
#if EIGEN_COMP_MSVC == 0
template<typename T>
struct sqrt_impl<std::complex<T> >
{
EIGEN_DEVICE_FUNC
static EIGEN_ALWAYS_INLINE std::complex<T> run(const std::complex<T>& x)
{
return complex_sqrt<T>(x);
}
};
#endif
} // namespace internal
} // namespace Eigen

3
Eigen/src/Core/arch/SSE/MathFunctions.h
View File

@@ -150,7 +150,7 @@ Packet4f prsqrt<Packet4f>(const Packet4f& _x) {
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet4f prsqrt<Packet4f>(const Packet4f& x) {
// Unfortunately we can't use the much faster mm_rqsrt_ps since it only provides an approximation.
// Unfortunately we can't use the much faster mm_rsqrt_ps since it only provides an approximation.
return _mm_div_ps(pset1<Packet4f>(1.0f), _mm_sqrt_ps(x));
}
@@ -158,7 +158,6 @@ Packet4f prsqrt<Packet4f>(const Packet4f& x) {
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet2d prsqrt<Packet2d>(const Packet2d& x) {
// Unfortunately we can't use the much faster mm_rqsrt_pd since it only provides an approximation.
return _mm_div_pd(pset1<Packet2d>(1.0), _mm_sqrt_pd(x));
}